+240.0%
COWZ vs SPY
+279.4%
-39.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.8% |
| 7D | -2.7% | -2.7% | 0.0% | -0.3% |
| 30D | +2.6% | -5.4% | +7.9% | +7.7% |
| 3M | +2.5% | -4.1% | +6.6% | +6.3% |
| 6M | +10.3% | +0.7% | +9.6% | +8.9% |
| YTD | +16.7% | +8.7% | +8.0% | +6.9% |
| 1Y | +23.5% | +10.9% | +12.6% | +11.0% |
| 3Y | +49.8% | +75.0% | -25.2% | -14.4% |
| 5Y | +63.3% | +67.8% | -4.5% | -3.2% |
| All | +240.0% | +279.4% | -39.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling